[R] Normal cdf modified function
Giovanni Petris
GPetris at uark.edu
Wed Feb 18 16:00:39 CET 2009
> Let Y be a normal multivariate function. For example, let Y have 4
> dimensions. I want to calculate
>
> P(Y1 < Z1, Y2 < Z2, Y3 > Z3, Y4 > Z4).
>
> There are R functions to do the calculation if all the inequalities
> are of the type "<" (the cdf). But is there an R function where the
The cdf, and some elementary algebra, is enough to compute the
probability you are interested in.
> two types of inequalities ("<" and ">") can be mixed? (The user would
> have to specify the set of indexes with inequalities of the type ">")
Giovanni
--
Giovanni Petris <GPetris at uark.edu>
Associate Professor
Department of Mathematical Sciences
University of Arkansas - Fayetteville, AR 72701
Ph: (479) 575-6324, 575-8630 (fax)
http://definetti.uark.edu/~gpetris/
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